Police say they're investigating whether a New Mexico man suspected of killing his wife and four daughters fled to Mexico.

Roswell police spokesman Todd Wildermuth tells the Albuquerque Journal that Mexican authorities say they might have apprehended 34-year-old Juan David Villegas-Hernandez.

Wildermuth said Monday that investigators were working to determine whether Villegas-Hernandez was caught in the Mexican state of Sonora on Sunday. No other details have been released.

Villegas-Hernandez is accused of shooting five people who police believe are his wife and children — ages 14, 11, 7 and 3.

A relative went to check on the family late Saturday and discovered the bodies. Wildermuth says the shooting likely occurred earlier in the day.

Roswell is about 200 miles from the border town of El Paso, Texas.